#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Models
{
    /// <summary> 
	/// ! liquid market instrument used during calibration
	/// </summary>
    [Guid ("7E9388D1-8A5E-4266-93B8-804337118271"),ComVisible(true)]
	public interface ICalibrationHelper 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double BlackPrice(Double volatility);
        /// <summary> 
		/// 
		/// </summary>
		 Double CalibrationError {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ImpliedVolatility(Double targetValue, Double accuracy, UInt64 maxEvaluations, Double minVol, Double maxVol);
        /// <summary> 
		/// 
		/// </summary>
		 Double MarketValue {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ModelValue {get;}
        /// <summary> 
		/// 
		/// </summary>
		 ICalibrationHelper SetPricingEngine(Cephei.QL.IPricingEngine engine);
        /// <summary> 
		/// 
		/// </summary>
		 ICalibrationHelper Update {get;}
    }   

    /// <summary> 
	/// ! liquid market instrument used during calibration Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICalibrationHelper_Factory : INativeCollection_Factory<ICalibrationHelper>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary>
        /// Create a hybrid Vector of ICalibrationHelper, with event notification of changes
        /// </summary>
        /// <returns>a new Vector&ltICalibrationHelper&gt</returns>
        IVector<ICalibrationHelper> CreateVector();
        /// <summary>
        /// Create a hybrid Vector of ICell of ICalibrationHelper, with event notification of changes
        /// </summary>
        /// <returns>a new ICell&ltIVector&ltI&ltICalibrationHelper&gt&gt&gt</returns>
        ICoCell<IVector<ICoCell<ICalibrationHelper>>> CreateCellVector();
        IVector<ICalibrationHelper> CreateVector (IEnumerable<ICalibrationHelper> source);
        ICoCell<IVector<ICoCell<ICalibrationHelper>>> CreateCellVector (IEnumerable<ICoCell<ICalibrationHelper>> source);
    }
}

